max_drawDown: Maximum drawdown

Description Usage Arguments Author(s) Examples

View source: R/max_drawdown.R

Description

This function allows you to calculate maximum drawdown and its range

Usage

1

Arguments

x

portfolio cummulative return series

Author(s)

Alfred

Examples

1
max_drawdown(x)

Alfred-Zhang/ResearchTools documentation built on Nov. 23, 2017, 1:54 a.m.